Tag: Panel VAR

Can Local Projections Have Short-Run Restrictions?

Before diving into the blog, let me share that it is the first I wrote a blog in a plane. A lot of people seems to puzzled by…

Post date May 24, 2026
Post categories In Illustrated, Pedagogical Note
Tags BVAR, Cholesky Identification, Frisch-Waugh-Lovell Theorem, GDP Growth, Geopolitical Risk, Impulse Responses, Inflation, Local Projections, Macroeconometrics, Panel VAR, Short-Run Restrictions, Structural Shocks, VAR

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